NYMEX Light Sweet Crude Oil Future June 2015


Trading Metrics calculated at close of trading on 11-Mar-2015
Day Change Summary
Previous Current
10-Mar-2015 11-Mar-2015 Change Change % Previous Week
Open 52.91 51.84 -1.07 -2.0% 53.61
High 53.30 52.10 -1.20 -2.3% 55.21
Low 51.34 50.69 -0.65 -1.3% 52.39
Close 51.44 51.59 0.15 0.3% 52.95
Range 1.96 1.41 -0.55 -28.1% 2.82
ATR 2.23 2.17 -0.06 -2.6% 0.00
Volume 97,416 97,571 155 0.2% 594,877
Daily Pivots for day following 11-Mar-2015
Classic Woodie Camarilla DeMark
R4 55.69 55.05 52.37
R3 54.28 53.64 51.98
R2 52.87 52.87 51.85
R1 52.23 52.23 51.72 51.85
PP 51.46 51.46 51.46 51.27
S1 50.82 50.82 51.46 50.44
S2 50.05 50.05 51.33
S3 48.64 49.41 51.20
S4 47.23 48.00 50.81
Weekly Pivots for week ending 06-Mar-2015
Classic Woodie Camarilla DeMark
R4 61.98 60.28 54.50
R3 59.16 57.46 53.73
R2 56.34 56.34 53.47
R1 54.64 54.64 53.21 54.08
PP 53.52 53.52 53.52 53.24
S1 51.82 51.82 52.69 51.26
S2 50.70 50.70 52.43
S3 47.88 49.00 52.17
S4 45.06 46.18 51.40
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 55.21 50.69 4.52 8.8% 1.62 3.1% 20% False True 111,145
10 55.21 50.69 4.52 8.8% 1.73 3.3% 20% False True 112,738
20 57.27 50.69 6.58 12.8% 2.09 4.0% 14% False True 105,018
40 57.27 46.68 10.59 20.5% 2.46 4.8% 46% False False 95,150
60 61.05 46.68 14.37 27.9% 2.52 4.9% 34% False False 78,634
80 77.70 46.68 31.02 60.1% 2.50 4.8% 16% False False 68,421
100 82.17 46.68 35.49 68.8% 2.36 4.6% 14% False False 61,613
120 91.35 46.68 44.67 86.6% 2.26 4.4% 11% False False 56,478
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.42
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 58.09
2.618 55.79
1.618 54.38
1.000 53.51
0.618 52.97
HIGH 52.10
0.618 51.56
0.500 51.40
0.382 51.23
LOW 50.69
0.618 49.82
1.000 49.28
1.618 48.41
2.618 47.00
4.250 44.70
Fisher Pivots for day following 11-Mar-2015
Pivot 1 day 3 day
R1 51.53 52.25
PP 51.46 52.03
S1 51.40 51.81

These figures are updated between 7pm and 10pm EST after a trading day.

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